Breakdown points of Cauchy regression-scale estimators

Statistics and Probability Letters

Volumn 57, Issue 1, 2002, Pages 79-89

  Mizera, Ivan ^a   Müller, Christine H ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF OLDENBURG   (Germany)

Author keywords

Breakdown point; Cauchy maximum likelihood; Explosion; Implosion; M estimator; Simultaneous estimation of regression and scale parameters

Indexed keywords

EID: 0036507674     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00057-3     Document Type: Article

References (15)

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2. 1 regression
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4. Robust Statistics-The Approach Based on Influence Functions
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6. Breakdown points of t-type regression estimators
7. Robust Statistics
8. Robust statistical modeling using the t distribution
9. Bias- and efficiency-robustness of general M-estimators for regression with random carriers
10. Breakdown points and variation exponents of robust M-estimators in linear models
11. Breakdown points for designed experiments
12. Robust Planning and Analysis of Experiments
13. Explicit scale estimators with high breakdown point
14. Alternatives to the median absolute deviation
15. Robust Regression and Outlier Detection